+362.4%
CFG vs A
+309.5%
+52.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +1.5% | -1.9% | +3.5% | +2.6% |
| 30D | -3.8% | +6.9% | -10.7% | -7.7% |
| 3M | +11.5% | +9.2% | +2.2% | +5.4% |
| 6M | +19.2% | +25.7% | -6.5% | +2.6% |
| YTD | +23.7% | +11.5% | +12.2% | +13.7% |
| 1Y | +38.8% | +18.4% | +20.5% | +22.3% |
| 3Y | +178.9% | +26.6% | +152.3% | +128.5% |
| 5Y | +101.8% | -12.8% | +114.6% | +101.9% |
| 10Y | +317.3% | +247.2% | +70.1% | +66.1% |
| All | +362.4% | +309.5% | +52.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling